A recursive algorithm for estimating multiple models continuous transfer function with non-uniform sampling |
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Authors: | Anísio Rogério Braga Walmir Caminhas Carmela Maria Polito Braga |
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Affiliation: | 1. Technical College, Federal University of Minas Gerais, Av. Ant?nio Carlos 6627, Pampulha, 31270-901, Brazilanisio@ufmg.br;3. Department of Electronics, Federal University of Minas Gerais, Av. Ant?nio Carlos 6627, Pampulha, 31270-901, Brazil |
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Abstract: | A multiple model recursive least squares algorithm combined with a first-order low-pass filter transformation method, named λ-transform, is proposed for the simultaneous identification of multiple model orders continuous transfer functions from non-uniformly sampled input–output data. The λ-transformation is shown to be equivalent to a canonical transformation between discrete z-domain and δ-domain using the negative value of the λ-transform filter time-constant instead of the sampling interval parameter. The proposed algorithm deals with oversampling, sampling jitter or non-uniform sample intervals without the need for extra digital anti-aliasing pre-filtering, downsampling or interpolation algorithms, producing multiple models with a cost function that facilitates automatic selection of best-fitted models. Besides, measurement noise is noted as beneficial, bringing up an inherent bias toward low-order models. Simulated examples and a drum-boiler level experimental result exhibiting non-minimum phase behaviour illustrate the application of the proposed method. |
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Keywords: | System identification non-uniform sampling recursive least squares multiple models continuous transfer functions |
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